-56.8%
TSLL vs CMI
+125.6%
-182.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.3% |
| 7D | -21.2% | -10.0% | -11.2% | -10.1% |
| 30D | -13.3% | -13.0% | -0.3% | +2.7% |
| 3M | +15.4% | -29.9% | +45.2% | +72.7% |
| 6M | -34.2% | -36.7% | +2.5% | +10.6% |
| YTD | -52.9% | -10.9% | -42.0% | -49.9% |
| 1Y | -54.3% | -1.3% | -53.0% | -57.4% |
| 3Y | -18.4% | +117.4% | -135.8% | -66.3% |
| All | -56.8% | +125.6% | -182.5% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling